I don't live in India but I visited the country twice (southern part, Chennai). You can get steroids everywhere and nobody cares. In fact, I'm not sure it's legal. But it is definitely noone's business. And why it should be? Steroids are not narcotics, they are not more dangerous than most other drugs. Any transvestite female can use them with doctors help...
Bottom line: you can get them, use them...but not bring them home

Sometimes I get the feeling the whole world is against me, but deep down I know that's not true. Some smaller countries are neutral.

First of all, India didn't join the international treaty protecting the drug patents. Therefore it became a paradise for generic producers, some of whom later bacame global players.
The whole attitude to drug-production in India is much more relaxed than in North America or Europe.